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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+2.61%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$20.1B
AUM Growth
+$2.23B
Cap. Flow
-$85.7M
Cap. Flow %
-0.43%
Top 10 Hldgs %
40.12%
Holding
3,238
New
604
Increased
1,012
Reduced
977
Closed
628

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$52.4M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$28.8M
3
JPM icon
JPMorgan Chase
JPM
+$15.5M
4
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$13.9M
5
CMCSA icon
Comcast
CMCSA
+$10.3M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$18.9M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$18M
3
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$16.3M
4
MSFT icon
Microsoft
MSFT
+$14.2M
5
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$11.5M

Sector Composition

Rank Sector Weight
1 Miscellaneous 95.88%
2 Financials 0.72%
3 Technology 0.57%
4 Consumer Discretionary 0.5%
5 Healthcare 0.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
USDU icon
3026
WisdomTree Bloomberg US Dollar Bullish Fund
USDU
$276M
– –
-9,550
Closed -$241K
USIG icon
3027
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
$17.5B
– –
-5,012
Closed -$273K
USO icon
3028
United States Oil Fund
USO
$2.35B
– –
-5,602
Closed -$587K
UYG icon
3029
CALL
ProShares Ultra Financials
UYG
$796M
– –
-10,800
Closed -$443K
UYG icon
3030
PUT
ProShares Ultra Financials
UYG
$796M
– –
-14,700
Closed -$603K
VAW icon
3031
Vanguard Materials ETF
VAW
$2.93B
– –
-2,204
Closed -$284K
VC icon
3032
Visteon
VC
$2.61B
– –
-3,241
Closed -$357K
VECO icon
3033
CALL
Veeco
VECO
$2.5B
– –
-18,500
Closed -$315K
VDE icon
3034
Vanguard Energy ETF
VDE
$11.2B
– –
-4,155
Closed -$384K
VGK icon
3035
Vanguard FTSE Europe ETF
VGK
$30.1B
– –
-28,606
Closed -$1.66M
VHC icon
3036
VirnetX Holding Corp
VHC
$47.5M
– –
-534
Closed -$42K
VIPS icon
3037
PUT
Vipshop
VIPS
$5.75B
– –
-28,700
Closed -$477K
VNQ icon
3038
CALL
Vanguard Real Estate ETF
VNQ
$37.2B
– –
-8,800
Closed -$664K
VOOV icon
3039
Vanguard S&P 500 Value ETF
VOOV
$6.71B
– –
-4,514
Closed -$476K
VOX icon
3040
Vanguard Communication Services ETF
VOX
$5.9B
– –
-2,776
Closed -$232K
VSH icon
3041
Vishay Intertechnology
VSH
$4.82B
– –
-14,561
Closed -$271K
VTI icon
3042
Vanguard Morningstar Total Stock Market ETF
VTI
$681B
– –
-116,663
Closed -$16.3M
VTIP icon
3043
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$20.5B
– –
-4,135
Closed -$202K
VWO icon
3044
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$125B
– –
-28,900
Closed -$1.36M
VYX icon
3045
NCR Voyix
VYX
$1.04B
– –
-10,447
Closed -$197K
WDC icon
3046
Western Digital
WDC
$149B
– –
-17,214
Closed -$1.1M
WELL icon
3047
Welltower
WELL
$168B
– –
-30,168
Closed -$1.68M
WKHS icon
3048
Workhorse Group
WKHS
$33.3M
– –
-6
Closed -$48K
WMB icon
3049
Williams Companies
WMB
$87.6B
– –
-24,076
Closed -$635K
WOLF icon
3050
PUT
Wolfspeed
WOLF
$1.25B
– –
-14,500
Closed -$584K
120 121
122
123 124

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Two Sigma Securities's Q2 2018 Portfolio in Review

As of Q2 2018, Two Sigma Securities held 3,238 positions worth $20.1B, up 13% from $17.9B the previous quarter. Its ten largest holdings account for 40% of the portfolio.

Two Sigma Securities's Q2 2018 filing shows 604 new, 1,012 increased, 977 reduced and 628 closed positions. Its largest new stake was JPMorgan Chase: 141,481 shares worth $14.7M. The largest sale was iShares Core S&P 500 ETF, an estimated $18.9M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 95% a quarter earlier, followed by Financials and Technology.

  • Two Sigma Securities's largest Q2 2018 buy was JPMorgan Chase: 141,481 shares worth $14.7M.
  • Two Sigma Securities added most to iShares Russell 2000 ETF in Q2 2018, an estimated $52.4M increase.
  • Two Sigma Securities's biggest Q2 2018 reduction was Microsoft, cutting an estimated $14.2M.
  • Two Sigma Securities fully exited iShares Core S&P 500 ETF in Q2 2018, selling an estimated $18.9M.
  • Two Sigma Securities's ten largest holdings make up 40% of its $20.1B portfolio in Q2 2018.
  • Two Sigma Securities opened 604 new positions and closed 628 in Q2 2018.
  • Two Sigma Securities's portfolio value rose 13% quarter-over-quarter to $20.1B.

Based on Two Sigma Securities's 13F filing for Q2 2018, filed 14 Aug 2018.